| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 0 | 0.2 | 29 | 0 | 1 | 0 | (1) | 0 | 35 |
| 60 | 0 | (1) | 37 | 0 | 1 | (1) | (4) | 0 | 72 |
| 120 | 0 | 0.6 | 43 | 0 | 2 | (1) | (8) | 0 | 68 |
| 250 | 0 | 1.9 | 47 | 0 | 2 | (1) | (8) | 0 | 66 |
| 500 | 0 | 1.8 | 46 | 0 | 2 | (1) | (9) | 0 | 59 |
| 760 | 0 | 1.7 | 44 | 0 | 2 | (1) | (9) | 0 | 59 |
| 1260 | 0 | 1.7 | 44 | 0 | 2 | (1) | (9) | 0 | 62 |
| 2520 | 0 | 0.9 | 42 | 0 | 2 | (1) | (20) | (1) | 66 |
| All | 0 | 1.2 | 43 | 0 | 2 | (1) | (20) | (1) | 65 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 0 | 0 | 0 | 0.1 | 0.1 | 0.1 | 0 | 0 | 0 | 0 | 0.1 | 0.1 | 0.6 | 1.9 | 44.4 | 164.2 | (0.1) | (0.2) | 0.1 | 0 |
| 2017 | 0 | (0.1) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | (0.1) | (1.2) | 37.7 | 62 | (0.1) | (0.2) | 0 | 0 |
| 2016 | 0 | (0.1) | 0.3 | 0 | (0.1) | 0.2 | 0.1 | 0.1 | 0 | 0 | 0.2 | 0 | 0.7 | 2.7 | 49.4 | 162 | (0.1) | (0.1) | 0.1 | 0 |
| 2015 | 0 | 0.1 | 0 | 0.1 | 0.1 | 0.1 | 0 | 0 | 0 | 0 | 0.1 | 0.2 | 0.7 | 3 | 46.5 | 129 | (0.1) | (0.2) | 0.1 | 0 |
| 2014 | 0.1 | 0.2 | (0.1) | 0 | 0 | (0.1) | (0.1) | 0 | 0 | 0 | 0.2 | 0 | 0.2 | 0.6 | 40.3 | 177 | (0.1) | (0.5) | 0.1 | 0 |
| 2013 | 0 | 0 | 0.1 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | 0.1 | 0.4 | 1.4 | 41.4 | 170 | (0.1) | (0.1) | 0.1 | 0 |
| 2012 | 0 | 0 | (0.1) | 0.1 | 0.3 | 0.1 | 0.2 | (0.1) | 0.1 | 0.1 | 0.1 | 0 | 0.8 | 1.9 | 44.5 | 183 | (0.1) | (0.2) | 0.1 | 0 |
| 2011 | 0 | (0.1) | 0 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | (0.1) | 0 | (0.1) | (1.2) | 32.9 | 172 | 0 | (0.3) | 0.1 | 0 |
| 2010 | 0 | (0.1) | (0.1) | 0 | 0.1 | 0.1 | 0 | (0.1) | 0 | 0.1 | (0.1) | (0.1) | (0.2) | (0.4) | 40.9 | 183 | (0.1) | (0.4) | 0.1 | 0 |
| 2009 | (0.3) | 0 | (0.2) | (0.2) | 0.4 | 0 | 0 | (0.1) | 0.4 | (0.2) | (0.1) | 0.4 | 0.1 | 0.1 | 37.4 | 201 | (0.2) | (0.7) | 0.1 | 0 |
| 2008 | 0 | 0.2 | 0 | 0 | 0 | 0.1 | (0.1) | 0.1 | 0 | 0.2 | 0.1 | 0 | 0.6 | 1.9 | 51 | 201 | (0.1) | (0.2) | 0.1 | 0 |
| 2007 | 0.2 | (0.1) | 0 | 0 | 0 | (0.1) | 0 | 0.2 | 0 | 0.1 | (0.1) | 0 | 0.2 | 0.6 | 37.9 | 151 | (0.1) | (0.2) | 0.1 | 0 |
| 2006 | 0 | 0 | 0.1 | 0.1 | 0 | 0 | 0.4 | 0 | 0 | (0.1) | 0.1 | (0.1) | 0.5 | 0.7 | 44 | 163 | (0.1) | (0.3) | 0.1 | 0 |
| 2005 | 0 | 0 | 0.2 | (0.1) | 0 | 0.2 | 0.1 | 0.4 | 0.3 | 0 | 0 | (0.1) | 1 | 2.9 | 46.2 | 163 | (0.1) | (0.3) | 0.1 | 0 |
| 2004 | (0.2) | 0 | 0.1 | (0.2) | (0.1) | 0 | 0 | (0.1) | 0.4 | 0 | 0 | 0 | (0.1) | 0.3 | 36.2 | 151 | (0.1) | (0.4) | 0.1 | 0 |
| 2003 | 0.2 | 0.2 | (0.3) | 0.1 | 0.2 | (0.3) | 0 | 0.1 | 0 | (0.1) | 0 | 0.4 | 0.5 | 0.8 | 45.7 | 190 | (0.1) | (0.5) | 0.1 | 0 |
| 2002 | 0 | 0.2 | 0.6 | 0 | 0 | 0 | 0 | 0.3 | 0.5 | 0.1 | 0 | 0.2 | 1.9 | 3.7 | 49.1 | 173 | (0.2) | (0.2) | 0.1 | 0 |
| 2001 | (0.3) | 0 | 0 | (0.2) | 0 | (0.1) | 0 | 0.2 | (0.1) | 0.1 | 0 | 0.1 | (0.3) | (1.1) | 35.2 | 146 | (0.1) | (0.6) | 0 | 0 |
| 2000 | 0.1 | 0.1 | 0 | 0 | 0.4 | 0 | 0 | 0.1 | 0.1 | 0 | 0.2 | 0.4 | 1.4 | 2.9 | 52.4 | 196 | (0.2) | (0.3) | 0.1 | 0 |